-76.5%
EPAM vs URA
+27.0%
-103.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -5.3% | +25.9% | +21.5% |
| 7D | +23.0% | -13.3% | +36.3% | +25.8% |
| 30D | +51.6% | -25.9% | +77.5% | +59.4% |
| 3M | +50.8% | -27.8% | +78.6% | +58.9% |
| 6M | +51.1% | -42.8% | +94.0% | +65.7% |
| YTD | -19.1% | -27.5% | +8.4% | -17.9% |
| 1Y | +3.0% | -35.1% | +38.1% | +7.2% |
| 3Y | -31.2% | +31.1% | -62.2% | -46.0% |
| 5Y | -76.5% | +29.8% | -106.3% | -82.1% |
| All | -76.5% | +27.0% | -103.5% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling